Standard

Artificial Monte Carlo interactions for solving some linear problems. / Nekrutkin, V. V.; Rumyantsev, N. A.

In: Vestnik St. Petersburg University: Mathematics, Vol. 43, No. 4, 12.2010, p. 263-268.

Research output: Contribution to journal › Article › peer-review

Harvard

Nekrutkin, VV & Rumyantsev, NA 2010, 'Artificial Monte Carlo interactions for solving some linear problems', Vestnik St. Petersburg University: Mathematics, vol. 43, no. 4, pp. 263-268. https://doi.org/10.3103/S1063454110040114

APA

Nekrutkin, V. V., & Rumyantsev, N. A. (2010). Artificial Monte Carlo interactions for solving some linear problems. Vestnik St. Petersburg University: Mathematics, 43(4), 263-268. https://doi.org/10.3103/S1063454110040114

Vancouver

Nekrutkin VV, Rumyantsev NA. Artificial Monte Carlo interactions for solving some linear problems. Vestnik St. Petersburg University: Mathematics. 2010 Dec;43(4):263-268. https://doi.org/10.3103/S1063454110040114

Author

Nekrutkin, V. V. ; Rumyantsev, N. A. / Artificial Monte Carlo interactions for solving some linear problems. In: Vestnik St. Petersburg University: Mathematics. 2010 ; Vol. 43, No. 4. pp. 263-268.

BibTeX

@article{0b18f79b1eec4b7196e45767e1226c3e,
title = "Artificial Monte Carlo interactions for solving some linear problems",
abstract = "A method of artificial interaction for Monte Carlo solution of ordinary differential equations with respect to probability measures is proposed. Under some conditions this method is advantageous over the standard method. A theoretical comparison of the complexity of the corresponding algorithms is provided. Also, results of numerical experiments are discussed.",
keywords = "artificial collisions, complexity of solution, linear problems, Monte Carlo methods",
author = "Nekrutkin, {V. V.} and Rumyantsev, {N. A.}",
note = "Copyright: Copyright 2012 Elsevier B.V., All rights reserved.",
year = "2010",
month = dec,
doi = "10.3103/S1063454110040114",
language = "English",
volume = "43",
pages = "263--268",
journal = "Vestnik St. Petersburg University: Mathematics",
issn = "1063-4541",
publisher = "Pleiades Publishing",
number = "4",

}

RIS

TY - JOUR

T1 - Artificial Monte Carlo interactions for solving some linear problems

AU - Nekrutkin, V. V.

AU - Rumyantsev, N. A.

N1 - Copyright: Copyright 2012 Elsevier B.V., All rights reserved.

PY - 2010/12

Y1 - 2010/12

N2 - A method of artificial interaction for Monte Carlo solution of ordinary differential equations with respect to probability measures is proposed. Under some conditions this method is advantageous over the standard method. A theoretical comparison of the complexity of the corresponding algorithms is provided. Also, results of numerical experiments are discussed.

AB - A method of artificial interaction for Monte Carlo solution of ordinary differential equations with respect to probability measures is proposed. Under some conditions this method is advantageous over the standard method. A theoretical comparison of the complexity of the corresponding algorithms is provided. Also, results of numerical experiments are discussed.

KW - artificial collisions

KW - complexity of solution

KW - linear problems

KW - Monte Carlo methods

UR - http://www.scopus.com/inward/record.url?scp=84859713651&partnerID=8YFLogxK

U2 - 10.3103/S1063454110040114

DO - 10.3103/S1063454110040114

M3 - Article

AN - SCOPUS:84859713651

VL - 43

SP - 263

EP - 268

JO - Vestnik St. Petersburg University: Mathematics

JF - Vestnik St. Petersburg University: Mathematics

SN - 1063-4541

IS - 4

ER -

ID: 76337218